ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 03-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2007 |
03-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
117-30 |
117-14 |
-0-16 |
-0.4% |
116-25 |
| High |
118-05 |
118-15 |
0-10 |
0.3% |
119-14 |
| Low |
116-19 |
117-07 |
0-20 |
0.5% |
116-14 |
| Close |
117-06 |
118-01 |
0-27 |
0.7% |
117-06 |
| Range |
1-18 |
1-08 |
-0-10 |
-20.0% |
3-00 |
| ATR |
1-05 |
1-05 |
0-00 |
0.9% |
0-00 |
| Volume |
380,507 |
471,745 |
91,238 |
24.0% |
1,011,188 |
|
| Daily Pivots for day following 03-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-21 |
121-03 |
118-23 |
|
| R3 |
120-13 |
119-27 |
118-12 |
|
| R2 |
119-05 |
119-05 |
118-08 |
|
| R1 |
118-19 |
118-19 |
118-05 |
118-28 |
| PP |
117-29 |
117-29 |
117-29 |
118-02 |
| S1 |
117-11 |
117-11 |
117-29 |
117-20 |
| S2 |
116-21 |
116-21 |
117-26 |
|
| S3 |
115-13 |
116-03 |
117-22 |
|
| S4 |
114-05 |
114-27 |
117-11 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-22 |
124-30 |
118-27 |
|
| R3 |
123-22 |
121-30 |
118-00 |
|
| R2 |
120-22 |
120-22 |
117-24 |
|
| R1 |
118-30 |
118-30 |
117-15 |
119-26 |
| PP |
117-22 |
117-22 |
117-22 |
118-04 |
| S1 |
115-30 |
115-30 |
116-29 |
116-26 |
| S2 |
114-22 |
114-22 |
116-20 |
|
| S3 |
111-22 |
112-30 |
116-12 |
|
| S4 |
108-22 |
109-30 |
115-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-30 |
116-14 |
2-16 |
2.1% |
1-18 |
1.3% |
64% |
False |
False |
294,562 |
| 10 |
119-14 |
115-09 |
4-05 |
3.5% |
1-15 |
1.2% |
66% |
False |
False |
157,227 |
| 20 |
119-14 |
113-07 |
6-07 |
5.3% |
1-05 |
1.0% |
77% |
False |
False |
79,941 |
| 40 |
119-14 |
110-01 |
9-13 |
8.0% |
0-29 |
0.8% |
85% |
False |
False |
40,146 |
| 60 |
119-14 |
109-24 |
9-22 |
8.2% |
0-25 |
0.7% |
85% |
False |
False |
26,780 |
| 80 |
119-14 |
109-01 |
10-13 |
8.8% |
0-20 |
0.5% |
86% |
False |
False |
20,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-25 |
|
2.618 |
121-24 |
|
1.618 |
120-16 |
|
1.000 |
119-23 |
|
0.618 |
119-08 |
|
HIGH |
118-15 |
|
0.618 |
118-00 |
|
0.500 |
117-27 |
|
0.382 |
117-22 |
|
LOW |
117-07 |
|
0.618 |
116-14 |
|
1.000 |
115-31 |
|
1.618 |
115-06 |
|
2.618 |
113-30 |
|
4.250 |
111-29 |
|
|
| Fisher Pivots for day following 03-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
117-31 |
117-27 |
| PP |
117-29 |
117-21 |
| S1 |
117-27 |
117-14 |
|